Estimating Nominal Interest Rate Expectations: overnight Indexed Swaps and the Term Structure-Reference-Cited by-同舟云学术

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Estimating Nominal Interest Rate Expectations: overnight Indexed Swaps and the Term Structure

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Lloyd Simon

Publisher

Elsevier BV

Reference31 articles.

1. Pricing the term structure with linear regressions;T Adrian;Journal of Financial Economics,2013

2. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;A Ang;Journal of Monetary Economics,2003

3. The Signaling Channel for Federal Reserve Bond Purchases;M D Bauer;International Journal of Central Banking,2014

4. Correcting Estimation Bias in Dynamic Term Structure Models;M D Bauer;Journal of Business & Economic Statistics,2012

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Monetary Policy and Liquidity Constraints: Evidence from the Euro Area;American Economic Journal: Macroeconomics;2022-10-01

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